+10.3%
CNH vs BUD
+50.7%
-40.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.9% | +4.0% |
| 7D | +23.3% | +0.3% | +23.0% | +23.2% |
| 30D | +33.5% | -5.7% | +39.1% | +35.9% |
| 3M | +32.7% | +3.1% | +29.6% | +30.7% |
| 6M | +22.2% | +7.9% | +14.3% | +18.1% |
| YTD | +57.7% | +27.3% | +30.4% | +45.2% |
| 1Y | +28.0% | +37.8% | -9.8% | +15.3% |
| All | +10.3% | +50.7% | -40.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling